Zobrazeno 1 - 10
of 87
pro vyhledávání: '"Graciela Boente"'
Publikováno v:
Revstat Statistical Journal, Vol 12, Iss 2 (2014)
There is a vast literature on robust estimators, but in some situations it is still not easy to make inferences, such as confidence regions and hypothesis testing. This is mainly due to the following facts. On one hand, in most situations, it is diff
Externí odkaz:
https://doaj.org/article/ab8cbdf9c87a43cf8c906ce494559ac4
Autor:
Ana M. Bianco, Graciela Boente
Publikováno v:
Econometrics and Statistics.
Publikováno v:
Statistical Methods & Applications.
Publikováno v:
TEST. 31:563-594
Sparse covariates are frequent in classification and regression problems where the task of variable selection is usually of interest. As it is well known, sparse statistical models correspond to situations where there are only a small number of nonze
Publikováno v:
Robust and Multivariate Statistical Methods ISBN: 9783031226861
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a99e4f2f69741e54e27f59274cd3d403
https://doi.org/10.1007/978-3-031-22687-8_15
https://doi.org/10.1007/978-3-031-22687-8_15
Autor:
Graciela Boente, Daniela Laura Parada
Publikováno v:
Daniela Laura Parada
Functional quadratic regression models postulate a polynomial relationship between a scalar response rather than a linear one. As in functional linear regression, vertical and specially high-leverage outliers may affect the classical estimators. For
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::019b092ffd9d443708b8e20698415429
http://arxiv.org/abs/2209.02742
http://arxiv.org/abs/2209.02742
Publikováno v:
Journal of Nonparametric Statistics. 32:915-939
This paper deals with robust marginal estimation under a general regression model when missing data occur in the response and also in some covariates. The target is a marginal location parameter given through an M-functional. To obtain robust Fisher-
Publikováno v:
Electronic Journal of Statistics. 16
Publikováno v:
Annals of the Institute of Statistical Mathematics. 72:855-893
This paper develops a robust profile estimation method for the parametric and nonparametric components of a single-index model when the errors have a strongly unimodal density with unknown nuisance parameter. We derive consistency results for the lin
Publikováno v:
Journal of Multivariate Analysis. 170:46-62
In this paper, we propose robust estimators for the first canonical correlation and directions of random elements on Hilbert separable spaces by combining sieves and robust association measures, leading to Fisher-consistent estimators for appropriate